Mariner Backtesting - FLOOR LOO buy Logic

Limit on Open

Check Logic

The order is accepted if placed any time before the market open.

Fill Logic

The order is filled at the opening price (for a LOO order) or the closing price (for a LOC order) on NYSE Floor (exchanges 'N' or 'A') if the market price locks or crosses the limit. The number of shares filled is the symbol's ask_size * lot_size or order shares, whichever is smaller.

Cancel Logic

Cancellation is allowed if the cancel was made at least 1 second before the open.